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<table width="100%" summary="page for VaR.gpd.plots {VaR}"><tr><td>VaR.gpd.plots {VaR}</td><td align="right">R Documentation</td></tr></table>
<h2>Diagnostic Plots for VaR Calculation from GPD Approximation</h2>


<h3>Description</h3>

<p>
This function produces some diagnostic plots for VaR estimation using 
output of <code>VaR.gpd</code> function.
</p>


<h3>Usage</h3>

<pre>
VaR.gpd.plots(z)
</pre>


<h3>Arguments</h3>

<table summary="R argblock">
<tr valign="top"><td><code>z</code></td>
<td>
Output of <code>VaR.gpd</code> function</td></tr>
</table>

<h3>Details</h3>

<p>
Returns plots of daily return (%), fit of sample distribution, quantile plot, 
loglikelihood functions for VaR and ES.
</p>


<h3>Author(s)</h3>

<p>
T. Daniyarov
</p>


<h3>See Also</h3>

<p>
<code><a href="VaR.gpd.html">VaR.gpd</a></code>
</p>


<h3>Examples</h3>

<pre>
data(exchange.rates)
attach(exchange.rates)
y &lt;- USDJPY[!is.na(USDJPY)]
z &lt;- VaR.gpd(y)
VaR.gpd.plots(z)
detach(exchange.rates)
</pre>



<hr><div align="center">[Package <em>VaR</em> version 0.2 <a href="00Index.html">Index</a>]</div>

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